-9.3%
SSPC vs CPRT
+4.6%
-13.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.6% | -13.5% | -12.3% |
| 7D | -13.9% | +1.6% | -15.5% | -14.2% |
| 30D | +14.3% | +18.8% | -4.5% | +11.0% |
| 3M | -35.2% | +9.4% | -44.6% | -36.8% |
| All | -9.3% | +4.6% | -13.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling